+695.3%
CAT vs KEY
+95.2%
+600.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +9.3% | +1.8% | +7.6% | +8.6% |
| 30D | -21.5% | +7.1% | -28.6% | -23.8% |
| 3M | -29.1% | -5.9% | -23.2% | -27.3% |
| 6M | -33.4% | +2.2% | -35.6% | -34.1% |
| YTD | +6.6% | +6.4% | +0.1% | +3.7% |
| 1Y | +6.5% | +24.8% | -18.2% | -3.1% |
| 3Y | +162.7% | +125.2% | +37.4% | +83.9% |
| 5Y | +214.2% | +13.0% | +201.3% | +177.4% |
| All | +695.3% | +95.2% | +600.1% | +420.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling